If you already have JRE copied on your USB hard drive (I do, for portable use of Eclipse) you can run muCommander by running java.exe from \jre\bin with -jar mucommander.jar parametar. Make sure you set start directory to be directory of mucommander (Use Pstart or Executor).

That way you can use mucommander on any windows computer and don't care if java is installed on it. Later, when you encounter some linux distribution with java installed, you can use your familiar muCommander for file managing.